Interesting workarounds. I tested... > Equity(1); // To remove redundant signals > Sell = ref(Buy,-10);
and 'Equity(1)' didn't appear to remove redundant(old) signals. 'Sell = ref(Buy,-10)" still came back true from an old Buy signal. That is to say, there is a more recent buy signal that we're trying to count 10 days from....the most recent buy signal that "barsSince(Buy) >= 10" would use if it worked as expected. Any help greatly appreciated. Andy --- In [email protected], "psytek2" <[EMAIL PROTECTED]> wrote: > > > Try adding to your system: > > Equity(1); // To remove redundant signals > Sell = ref(Buy,-10); > > or > > Equity(1); > Sell = BarsSince(Buy) >= 10; > > best regards, > herman > > > > --- In [email protected], "conchoriverwater" > <conchoriverwater@> wrote: > > > > When I am doing a back test, I want to trigger the sell at exactly > > 10 bars after the buy. > > When I use the following code, there is a problem. > > > > G = BarsSince(Buy); > > Sell=IIf(G==10,1,0); > > > > The bar count starts again every time a buy condition is hit. > > If a buy is hit two bars in a row, it doesn't work. > > > > Is there a better way to do this? > > > > Please keep it simple. I cut and paste a lot of code and only > > understand the simple stuff. > > > > Thanks > > > > James > > >
